+102.0%
MDLZ vs IWD
+203.8%
-101.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.1% | +0.1% |
| 7D | +2.2% | +1.6% | +0.6% | +1.1% |
| 30D | +10.1% | +3.6% | +6.6% | +7.6% |
| 3M | +9.1% | +2.0% | +7.1% | +7.6% |
| 6M | +10.0% | +13.1% | -3.1% | +1.2% |
| YTD | +26.8% | +26.2% | +0.6% | +8.4% |
| 1Y | +22.5% | +29.6% | -7.1% | +2.8% |
| 3Y | +5.3% | +84.3% | -79.0% | -31.6% |
| 5Y | +21.4% | +73.4% | -52.0% | -18.2% |
| 10Y | +102.0% | +202.4% | -100.4% | -16.9% |
| All | +102.0% | +203.8% | -101.7% | -16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded IWD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling